On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing
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Publication:1042946
DOI10.1007/s11425-009-0058-yzbMath1213.91073OpenAlexW2050795749MaRDI QIDQ1042946
Publication date: 7 December 2009
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-009-0058-y
optimal convergence ratesHilbert scalesoption pricesnonlinear ill-posed inverse problemspricing of defaultable bonds
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical solution to inverse problems in abstract spaces (65J22)
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